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Global Opportunistic Total Return

Fixed Income Portfolio Characteristics As of 3/31/2022

Characteristic Brandywine Global WGBI
Average Quality1 A+ AA
Average Maturity (Years) 6.68 9.74
Average Modified Duration (Years) 5.33 8.36
Average Coupon (%) 3.11 1.68
Current Yield (%) 3.33 -
Average Yield To Maturity (%) 3.31 1.59
Number of Issues 56 1,170

Quality Allocation As of 3/31/2022

Quality Rating Brandywine Global (%)
AAA 42.1
AA 13.5
A 12.0
BBB 20.1
BB or Lower 12.4
Not Rated -

Duration Allocation As of 3/31/2022

Duration Range Brandywine Global (%)
<1 Year 57.6
1-3 Years 4.1
3-7 Years 13.8
7-10 Years 15.3
10+ Years 7.8
No Duration 1.4

Region & Currency Allocation As of 3/31/2022

Region Country (%) Currency (%) WGBI (%)
Asia-Pacific ex-Japan 15.3 15.7 1.7
Emerging Markets 27.6 28.8 2.7
Europe ex-Eurozone - 12.1 5.4
Eurozone 0.2 24.8 31.6
Japan - 5.0 16.0
Middle East & Africa - - 0.4
North & Central America 58.3 13.6 42.2
Other -1.3 - -